AR and ARMA spectral estimation (Q1262110)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AR and ARMA spectral estimation |
scientific article |
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AR and ARMA spectral estimation (English)
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1988
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Different spectral estimation methods are compared using generated data from models with known spectra. Besides the classical Blackman-Tukey nonparametric estimates two parametric approaches are considered. One transforms estimated AR-models and the other estimated ARMA-models in the frequency range.
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spectral estimation methods
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Blackman-Tukey nonparametric estimates
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AR- models
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ARMA-models
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